RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Categories >

Optimize Settings

 

 

 

 

These settings configure Optimize mode (multiple back-to-back tests). They are specified in an OptimizeSettings section and correspond to the controls in the Optimize dialog. Optimize settings specified in a script are shown in the dialog when it opens.

OptAnchor - whether and how to anchor the start or end date of multi-interval optimizations / walk-forward

OptByStrategy - run the optimization separately for each strategy

OptBySymbol - run the optimization separately for each symbol

OptClearResults - clear the active results window before running an optimization

OptContinueResults - resume a stopped optimization from the tests already in ResultsFile (Combinatorial mode only)

OptimizeMode - the type of optimization to perform (Combinatorial, Sequential, Genetic, Random, Defaults Only)

OptIterations - run the configured test multiple times (required by Genetic and Random modes)

OptKeepBest - keep only the N best-scoring tests (requires OptSortResults)

OptKeepByDate - apply OptKeepBest to each date interval separately

OptKeepBySymbol - apply OptKeepBest to each For Each Symbol test

OptKeepNoTrades - keep result rows for parameter combinations that produced zero trades

OptMultiSaveAs - perform SaveStatsAs and/or SaveTradesAs once per test in the optimization

OptMutatePct - mutation probability for Genetic optimization

OptNoDialog - run the optimization without displaying the Optimize dialog first

OptNoStats - drop per-period stat details from each test to allow much larger optimization runs

OptScoreCol - name of the Results column to use as the optimization score (fitness function)

OptShards - launch N child processes to parallelize a Combinatorial optimization across CPU cores

OptShowResults - when to display the results window during a run (Live, AtEnd, None)

OptSortResults - re-sort the result rows by OptScoreCol after each test

OptSummaryLog - display a summary log when the optimization run finishes

OptTestInterval - spacing between date intervals (in OptTimeUnit units)

OptTestLength - length of each date interval (in OptTimeUnit units)

OptTimeUnit - time unit for multi-interval optimizations or walk-forward (None, Years, Months, Weeks, Days)

OptWalkForward - generate a walk-forward test from the multi-interval optimization

 

 

 

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